Hacker News new | past | comments | ask | show | jobs | submit login

This is cool, but I'm amused that CatBoost still beats it.



Fraction of the cost, way more interpretable.

Still, I suppose we gotta keep an eye on this kind of work in case there's a tipping point.


The fact that the mean absolute error doesn't even change all that much from ARIMA suggests to me that there's no magic here.

Though mean absolute error is a bit of a weird measure. They're basically testing how closely a model predicts the median.


I’m not sure that’s what MAE measures. What’s the median of a time series? What does that even mean?


The MAE is minimized by the median. I share your confusion as for why one would use it for a time series.

Clearly they had some reason to pick it over others, but I couldn't tell you why. Especially since ARIMA effectively minimizes RMS error.


Bet minute feature engineering + glm beats it comfortably




Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: